The so-called Kladeos baths are situated near the bank of the Kladeos, at the western limit of the Olympian sanctuary, on the site of the swimming pool of the fifth century BC Greek baths. They were built in the Roman period, approximately AD 100, in connection with the nearby Roman guesthouse to the south.

The Kladeos baths, which cover roughly four hundred square metres in surface area, consisted of several rooms with vaulted clay ceilings, polychrome marble revetment and remarkable floor mosaics. The ceilings have not survived and the entire west wing was swept away by the river, but several mosaics are still in place. The building is typical of its time, when baths were no longer merely functional as in the Classical and Hellenistic periods, but became a place of leisure and luxury. Hence the opulent marble revetment and extensive facilities, such as the hot and cold pool, sweat room, changing room, small private bath, atrium, bathtubs and lavatories.